+1,364.5%
CSX vs MSCI
+3,169.6%
-1,805.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.3% |
| 7D | -2.7% | +6.0% | -8.7% | -4.9% |
| 30D | +7.0% | +18.2% | -11.2% | +0.2% |
| 3M | -0.3% | +15.1% | -15.4% | -5.9% |
| 6M | +13.5% | +13.7% | -0.2% | +6.5% |
| YTD | +41.5% | +15.6% | +25.9% | +30.6% |
| 1Y | +45.8% | +16.3% | +29.4% | +34.1% |
| 3Y | +74.4% | +36.9% | +37.5% | +45.3% |
| 5Y | +53.6% | +6.3% | +47.3% | +37.1% |
| 10Y | +465.6% | +823.0% | -357.4% | +91.0% |
| All | +1,364.5% | +3,169.6% | -1,805.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling